</> Codebase - What If scenarios (SQ)

What If : Only Short Trades

What If : Only Long Trades

Both snippets are described in this blog post: https://strategyquant.com/blog/evaluating-the-trading-performance-of-strategies/      

What if snippet  Profit Factor MA Trading  calculates the profit factor of the strategy and when profit factor is lower than threshold  you have set, the strategy changes trade size. Snippet still calculates the profit factor of the strategy even if the current profit factor is below the threshold. At the moment when the profit factor gets above the threshold we have chosen, the strategy changes positions size again

Equity control simulation function allows ti simulate switching a positions size based on the equity curve average .The assumption is based on the hypotesis that is better to trade strategy if its performance is above its average.

What if snippet  Profit Factor MA Trading  calculates the profit factor of the strategy and when profit factor is lower than threshold  you have set, the strategy does not trade. Snippet still calculates the profit factor of the strategy even if the current profit factor is below the threshold. At the moment when the profit factor gets above the threshold we have chosen, the strategy starts trading again.

This si snippet described in the StrategyQuantX documentation.

This snippet cut the biggest profits/losses from the original trades list. If you set 5%; snippet will cut 2,5% biggest profits and 2.5% of the biggest losses.